+2,130.0%
MU vs TTMI
+504.4%
+1,625.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.8% | -2.8% | +3.0% |
| 7D | +9.0% | +5.9% | +3.1% | +6.8% |
| 30D | +13.8% | -4.3% | +18.1% | +15.1% |
| 3M | +2.1% | -32.0% | +34.1% | +18.0% |
| 6M | +153.8% | +19.5% | +134.3% | +136.9% |
| YTD | +256.4% | +82.0% | +174.4% | +184.1% |
| 1Y | +719.8% | +172.6% | +547.1% | +468.1% |
| 3Y | +1,360.4% | +744.7% | +615.7% | +583.1% |
| 5Y | +1,312.4% | +805.6% | +506.9% | +527.8% |
| 10Y | +6,142.6% | +1,057.6% | +5,085.0% | +2,393.7% |
| All | +2,130.0% | +504.4% | +1,625.6% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling